+78.7%
ZTS vs IAU
+213.5%
-134.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | -0.6% | +2.8% | -3.4% | -0.9% |
| 30D | +11.0% | -4.0% | +14.9% | +11.4% |
| 3M | +10.9% | -8.2% | +19.1% | +11.9% |
| 6M | +0.9% | -14.8% | +15.7% | +2.7% |
| YTD | -33.0% | -6.7% | -26.3% | -33.1% |
| 1Y | -29.6% | -2.2% | -27.4% | -30.2% |
| 3Y | -49.0% | +106.7% | -155.8% | -56.2% |
| 5Y | -59.5% | +114.8% | -174.3% | -65.9% |
| All | +78.7% | +213.5% | -134.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling